Tarpon Trading

CTA / Program YTD Inception
-0.79 7/1/2017

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange (“forex”) is substantial.

CTA Introduction

The Alpha program is an intraday, systematic macro trading strategy in G7 FX. The program provides daily liquidity with no overnight risk. The strategy is flat in cash each day. <br><br> The objective of the FX Alpha Program is to generate consistent top-decile absolute returns and achieve long-term capital appreciation by employing a proven systematic, quantitative, intra-day pattern recognition trading strategy that has been historically non-correlated to most other investment styles. Analyzing historical data, our models reveal that market adjustments form patterns that are signaled by price and volatility movements. We believe there is an inherent return opportunity by participating in these adjustments. We do not try to predict trends. Instead we participate in patterns that we have identified via our various Pattern Recognition Strategies. The program’s emphasis on risk management, liquid markets and strict daily controls has enabled it to achieve consistent, long-term, positive results with low volatility. Our trading program has been developed based on a well-defined investment process. The buy and sell signals generated by the system are strictly applied. Human emotions are eliminated from the investment process. Risk Management factors into every stage of our investment process and research where all risk is predetermined and secured by our robust, internal framework. We attempt to balance the portfolio so that the risks on any one trade are never a significant portion of the overall risk. The strategy is structured so that all positions remain in interest bearing accounts or are converted back to cash by the close of each trading session. <br><br> The management company was founded by J. Stephen Theall, a former Portfolio Manager with a World-Class Pedigree from Tudor Investment Corp, Millennium Partners, Caxton Associates, Citadel Investment Group and Balyasny Asset Management.
Portfolio Manager
Steve Theall
NFA 0291961
United States of America